How to make a good glow effect around a sun?
You could use a blend between a volume shader and an Emission shader to achieve this effect.

The trickier part would be to make it loose density as it moves away from the star center, fading into black.

For that you can use Cycles Gradient texture, set to some form of spherical falloff, so density decays as distance from the center increases.

Make sure you use Object texture coordinates and adjust the scale with a Vector Mapping node.

Use a color ramp to adjust density progression and color variance.